Introduction to Stochastic Processes 1st Edition by Tapas Kumar Chandra, Sreela Gangopadhyay ISBN 8184872216 978-8184872217

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Product details:

ISBN 10: 8184872216

ISBN 13:  978-8184872217

Author: Tapas Kumar Chandra, Sreela Gangopadhyay

 Describes the main features of major stochastic processes, giving definition of basic concepts and presenting key results with rigorous proofs. The theory is developed from basic foundation with a view to build a sound understanding of the subject. An introduction to ergodic theory is presented in the second part of the book.

Table of contents: 

1. Stochastic Processes

2. Conditional Expectation

3. Weak Convergence

4. Discrete-Time Markov Chains

5. Continuous Time Markov Chains

6. Markov Processes

7. Discrete Parameter Martingale

8. Continuous Parameter Martingale

9. Poisson Process

10. Brownian Motion

11. Levy Process

12. Stochastic Calculus

13. Ergodic Theory.

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Tapas Kumar Chandra,Sreela Gangopadhyay,Introduction,Stochastic Processes